Ramsdens Holdings PLC

10-Year Study

RFX.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Ramsdens Holdings PLC has compounded at 18.4% annually over the last 10 years, with a maximum drawdown of 58.0% and an annualized volatility of 44.8%.

1Y CAGR
+44.5%
3Y CAGR
+25.5%
5Y CAGR
+24.5%
10Y CAGR
+18.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
58.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.84
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +68.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -41.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.02.5-16.710.7————————6.0%
20250.25.2-8.418.411.710.42.4-0.817.9-12.05.37.968.8%
2024-13.5-4.39.9-5.18.1-2.53.811.1-4.00.75.13.310.2%
202314.3-2.60.52.32.97.0-5.73.9-9.6-1.92.43.516.0%
20226.31.8-4.217.0-3.5-0.3-5.712.1-6.6-9.117.30.022.9%
2021-4.318.42.82.2-4.28.5-1.46.5-2.2-12.41.65.419.0%
20200.2-20.8-46.942.56.0-3.3-11.06.2-13.0-1.722.5-3.5-41.3%
2019-2.73.19.0-5.8-1.57.47.11.00.07.0-5.623.747.3%
201811.8-0.3-9.47.8-3.9-4.3-11.39.4-4.2-0.93.82.4-1.9%
2017——-5.011.13.923.8-4.01.621.3-1.45.5-1.164.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 44.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.6% of variance. Idiosyncratic stock-specific factors contribute 21.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-02-0110000
2017-03-019497.708453408442
2017-04-0110547.941232976522
2017-05-0110958.897157708914
2017-06-0113561.642180406883
2017-07-0113013.688864400616
2017-08-0113222.761528116607
2017-09-0116033.165500050143
2017-10-0115802.80253791957
2017-11-0116678.18179401576
2017-12-0116493.8914243113
2018-01-0118437.33801188245
2018-02-0118390.770015236703
2018-03-0116668.09246417684
2018-04-0117971.74262663317
2018-05-0117273.35559027413
2018-06-0116528.41264029908
2018-07-0114666.05526536146
2018-08-0116042.602346282718
2018-09-0115374.157057637261
2018-10-0115230.912739984075
2018-11-0115803.865844537324
2018-12-0116185.834580906154
2019-01-0115743.644024277224
2019-02-0116228.064769872657
2019-03-0117681.327006658954
2019-04-0116664.044649211522
2019-05-0116421.840317928676
2019-06-0117632.886140402392
2019-07-0118892.37282913267
2019-08-0119074.899076494035
2019-09-0119074.899076494035
2019-10-0120416.103295404704
2019-11-0119273.60450068692
2019-12-0123843.62384561755
2020-01-0123894.50548388305
2020-02-0118924.852013093172
2020-03-0110039.704835749335
2020-04-0114306.585130381933
2020-05-0115159.961189308453
2020-06-0114657.971718460574
2020-07-0113051.61749477711
2020-08-0113854.800648133716
2020-09-0112047.6506361111
2020-10-0111846.85484777195
2020-11-0114507.380918721083
2020-12-0114005.391447873206
2021-01-0113403.0161658855
2021-02-0115862.734365465736
2021-03-0116314.530930743698
2021-04-0116665.917518822338
2021-05-0115963.13225963531
2021-06-0117318.497789409706
2021-07-0117067.509095500645
2021-08-0118171.873848336225
2021-09-0117770.28227165792
2021-10-0115561.552765986755
2021-11-0115812.541459895821
2021-12-0116665.917518822338
2022-01-0117720.089366088014
2022-02-0118039.492174425784
2022-03-0117281.53580141299
2022-04-0120212.322998717995
2022-05-0119504.885773078284
2022-06-0119454.354542675446
2022-07-0118342.6795568428
2022-08-0120566.029528508097
2022-09-0119203.837086926524
2022-10-0117462.696666412925
2022-11-0120484.094503792257
2022-12-0120484.094503792257
2023-01-0123403.08866406398
2023-02-0122787.542879651814
2023-03-0122892.79815177977
2023-04-0123419.074512419545
2023-05-0124103.22773973637
2023-06-0125787.300010753897
2023-07-0124313.73828399228
2023-08-0125261.023650114126
2023-09-0122845.215180635252
2023-10-0122418.20090936882
2023-11-0122951.96874845186
2023-12-0123752.6265485913
2024-01-0120550.01951409304
2024-02-0119674.374431342414
2024-03-0121614.099445751424
2024-04-0120505.686877950528
2024-05-0122168.31177116675
2024-06-0121614.099445751424
2024-07-0122445.411892359538
2024-08-0124939.349232183875
2024-09-0123932.542861527272
2024-10-0124101.475700423027
2024-11-0125340.336657374817
2024-12-0126185.012934883343
2025-01-0126241.31985350535
2025-02-0127604.430605347705
2025-03-0125279.84901046028
2025-04-0129929.012200235138
2025-05-0133415.89667559603
2025-06-0136902.76906792717
2025-07-0137774.48716600995
2025-08-0137483.914466649025
2025-09-0144191.300943563794
2025-10-0138888.34918022684
2025-11-0140950.608199302325
2025-12-0144191.300943563794
2026-01-0149494.26478993049
2026-02-0150748.72493828592
2026-03-0142290.60411523827
2026-04-0146821.740270442366
Annual Return Matrix
YearAnnual Return
2018-0.018677026268712038
20190.4731167383697972
2020-0.41261481314437887
20210.18996442054842744
20220.22910091692567813
20230.15956439002924583
20240.1024049437781569
20250.6876562579311427
20260.059523916940980914
Total Factor Risk
0.44795377710859496
VTI.US Exposure
0.06550107699787663
VEA.US Exposure
0.05802941112865405
VWO.US Exposure
0.003672447786804661
QQQ.US Exposure
-0.0009993980625297133
VTV.US Exposure
-0.0005543764755151318
IJR.US Exposure
0.006125217274998907
QUAL.US Exposure
0.02027899980558451
SHV.US Exposure
0.4859627486100782
TLT.US Exposure
0.009955019570717885
LQD.US Exposure
0.002809712313783323
HYG.US Exposure
0.08026110478821163
GLD.US Exposure
0.0013893311443015737
USO.US Exposure
-0.0021545138021245133
VNQ.US Exposure
0.0055547388347724595
BTC-USD.CC Exposure
0.0001631464857522841
CPER.US Exposure
-0.001160591372457027
VIX.INDX Exposure
0.0014645840826603333
UUP.US Exposure
-0.0016916028672094253
TIP.US Exposure
0.055679282634823225
Idiosyncratic Exposure
0.2097136611208161
Value Score
46.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →9.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.70%
Market Cap$113.2M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$13
Avg Yield on Cost
0.13%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$13.290.13%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
13.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ramsdens Holdings PLC a high-risk investment?

Ramsdens Holdings PLC (RFX.LSE) has an annualized volatility of 44.8% and experienced a maximum drawdown of 58.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of RFX.LSE?

Over the past 10 years, RFX.LSE has generated a Compound Annual Growth Rate (CAGR) of 18.4%. It has had a positive return in 78% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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